+3,665.8%
MRK vs DTE
+3,444.9%
+220.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -5.0% | -2.0% | -3.0% | -4.2% |
| 30D | +11.0% | -2.4% | +13.4% | +12.0% |
| 3M | +22.4% | -7.3% | +29.7% | +26.1% |
| 6M | +25.4% | -7.6% | +33.0% | +29.2% |
| YTD | +39.5% | +5.8% | +33.7% | +36.0% |
| 1Y | +78.0% | +2.3% | +75.6% | +75.7% |
| 3Y | +45.5% | +45.0% | +0.5% | +23.1% |
| 5Y | +130.3% | +33.2% | +97.1% | +99.0% |
| 10Y | +229.8% | +141.4% | +88.4% | +110.3% |
| All | +3,665.8% | +3,444.9% | +220.9% | +600.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling